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Robust model selection and M-estimation
Machado, José A. F. - In: Econometric theory 9 (1993) 3, pp. 478-493
Persistent link: https://www.econbiz.de/10001151123
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"Testing" for mean and variance breaks with dependent data
Machado, José A. F. - 1992
Persistent link: https://www.econbiz.de/10000860178
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The Falstaff estimator
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933189
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - 1996
Persistent link: https://www.econbiz.de/10000933190
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Likelihood ratio and goodness of fit processes for quantile regression
Koenker, Roger; Machado, José A. F. - 1998
Persistent link: https://www.econbiz.de/10000988604
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Aritmética da dívida pública : Portugal e a UEM
Reiss, Carola Susanne - In: Economia : revista quadrimestral 15 (1991) 2, pp. 171-207
Persistent link: https://www.econbiz.de/10001126589
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Duração e flexibilidade do horário de trabalho
Leite, António P. - In: Economia : revista quadrimestral 14 (1990) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10001099836
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Structural VAR estimation with exogeneity restrictions
Dias, Francisco C. - In: Oxford bulletin of economics and statistics 58 (1996) 2, pp. 417-422
Persistent link: https://www.econbiz.de/10001201674
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Firm start-up size : a conditional quantile approach
Mata, José - In: European economic review : EER 40 (1996) 6, pp. 1305-1323
Persistent link: https://www.econbiz.de/10001202716